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CRVO vs. ETHA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRVO vs. ETHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CervoMed Inc. (CRVO) and iShares Ethereum Trust ETF (ETHA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRVO achieves a -62.03% return, which is significantly lower than ETHA's -39.46% return.


CRVO

1D
0.00%
1M
-19.14%
YTD
-62.03%
6M
-63.50%
1Y
-63.24%
3Y*
-19.08%
5Y*
-43.74%
10Y*
-55.62%

ETHA

1D
-5.56%
1M
-23.58%
YTD
-39.46%
6M
-42.75%
1Y
-31.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRVO vs. ETHA - Yearly Performance Comparison


2026 (YTD)20252024
CRVO
CervoMed Inc.
-62.03%237.61%-85.28%
ETHA
iShares Ethereum Trust ETF
-39.46%-11.31%-3.62%

Correlation

The correlation between CRVO and ETHA is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.21

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Return for Risk

CRVO vs. ETHA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRVO
CRVO Risk / Return Rank: 77
Overall Rank
CRVO Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CRVO Sortino Ratio Rank: 66
Sortino Ratio Rank
CRVO Omega Ratio Rank: 88
Omega Ratio Rank
CRVO Calmar Ratio Rank: 1010
Calmar Ratio Rank
CRVO Martin Ratio Rank: 66
Martin Ratio Rank

ETHA
ETHA Risk / Return Rank: 55
Overall Rank
ETHA Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ETHA Sortino Ratio Rank: 55
Sortino Ratio Rank
ETHA Omega Ratio Rank: 55
Omega Ratio Rank
ETHA Calmar Ratio Rank: 44
Calmar Ratio Rank
ETHA Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRVO vs. ETHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CervoMed Inc. (CRVO) and iShares Ethereum Trust ETF (ETHA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CRVOETHADifference

Sharpe ratio

Return per unit of total volatility

-0.89

-0.47

-0.42

Sortino ratio

Return per unit of downside risk

-1.47

-0.31

-1.15

Omega ratio

Gain probability vs. loss probability

0.84

0.97

-0.12

Calmar ratio

Return relative to maximum drawdown

-0.80

-0.51

-0.29

Martin ratio

Return relative to average drawdown

-1.44

-0.84

-0.60

CRVO vs. ETHA - Sharpe Ratio Comparison

The current CRVO Sharpe Ratio is -0.89, which is lower than the ETHA Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of CRVO and ETHA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CRVOETHADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

-0.47

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

-0.41

+0.02

Drawdowns

CRVO vs. ETHA - Drawdown Comparison

The maximum CRVO drawdown since its inception was -99.99%, which is greater than ETHA's maximum drawdown of -64.02%. Use the drawdown chart below to compare losses from any high point for CRVO and ETHA.


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Drawdown Indicators


CRVOETHADifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-64.02%

-35.97%

Max Drawdown (1Y)

Largest decline over 1 year

-72.97%

-62.89%

-10.08%

Max Drawdown (3Y)

Largest decline over 3 years

-92.67%

Max Drawdown (5Y)

Largest decline over 5 years

-96.90%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

Current Drawdown

Current decline from peak

-99.98%

-62.89%

-37.09%

Average Drawdown

Average peak-to-trough decline

-94.34%

-32.65%

-61.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.63%

37.73%

+2.90%

Volatility

CRVO vs. ETHA - Volatility Comparison

CervoMed Inc. (CRVO) has a higher volatility of 21.90% compared to iShares Ethereum Trust ETF (ETHA) at 10.15%. This indicates that CRVO's price experiences larger fluctuations and is considered to be riskier than ETHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRVOETHADifference

Volatility (1M)

Calculated over the trailing 1-month period

21.90%

10.15%

+11.75%

Volatility (6M)

Calculated over the trailing 6-month period

52.40%

46.25%

+6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

72.42%

68.61%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

122.12%

72.53%

+49.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

144.56%

72.53%

+72.03%

Dividends

CRVO vs. ETHA - Dividend Comparison

Neither CRVO nor ETHA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CRVO and ETHA have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRVO has higher volatility (21.90%) compared to ETHA (10.15%). In terms of maximum drawdown, CRVO dropped -99.99% vs ETHA's -64.02%.

ETHA currently has the higher Sharpe Ratio (-0.47 vs -0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CRVO and ETHA

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